+129.9%
PSA vs LPLA
+758.1%
-628.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -1.4% | -0.9% | -0.5% | -1.4% |
| 30D | +15.2% | -9.5% | +24.7% | +16.1% |
| 3M | +2.2% | -21.9% | +24.1% | +4.5% |
| 6M | +11.7% | -2.6% | +14.3% | +11.6% |
| YTD | +32.0% | -17.8% | +49.8% | +33.8% |
| 1Y | +26.3% | -21.2% | +47.5% | +28.5% |
| 3Y | +52.4% | +30.6% | +21.7% | +44.5% |
| 5Y | +26.3% | +81.3% | -55.1% | +13.0% |
| All | +129.9% | +758.1% | -628.2% | +78.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded LPLA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling